\name{cokurtosisSF}
\alias{cokurtosisSF}
\title{Cokurtosis Matrix Estimate}
\usage{
  cokurtosisSF(beta, stockM2, stockM4, factorM2, factorM4)
}
\arguments{
  \item{beta}{vector of length N or (N x 1) matrix of
  factor loadings (i.e. the betas) from a single factor
  statistical factor model}

  \item{stockM2}{vector of length N of the 2nd moment of
  the model residuals}

  \item{stockM4}{vector of length N of the 4th moment of
  the model residuals}

  \item{factorM2}{scalar of the 2nd moment of the factor
  realizations from a single factor statistical factor
  model}

  \item{factorM4}{scalar of the 4th moment of the factor
  realizations from a single factor statistical factor
  model}
}
\value{
  (N x N^3) cokurtosis matrix
}
\description{
  Estimate cokurtosis matrix using a single factor
  statistical factor model
}
\details{
  This function estimates an (N x N^3) cokurtosis matrix
  from a statistical factor model with k factors, where N
  is the number of assets.
}

